Preheat the oven to 350°F (180°C).
Slice the top off the pumpkin.
Slice out the flesh, remove the seeds and dice.
Slice off the bottom of the pumpkin to leave a flat edge, but do not make a hole, then put the top back on.
Wrap in foil.
Put in oven and leave to heat for 20 minutes.

Whilst pumpkin is heating, put diced flesh in a saucepan with 100ml water. Season, cover and cook for 20 minutes over a medium heat.
Whilst it is cooking, grate the zest off the orange and slice thinly.
Pour milk into another saucepan.
Season.
Add the orange zest, nutmeg, cloves and bay leaf.
bring to the boil.
Take off heat, cover and leave for 10 minutes.
Strain through a fine sieve or strainer.

Mash the flesh and put back in pan.
Pour in strained milk, bring to the boil, stirring constantly.
Take the pumpkin out of the oven.
Remove the foil and pour in soup. Add the cream, pepper anddecorate with chopped chives.
Serve piping hot, with a hunk of bread.